+1,253.2%
SMH vs FFIV
+1,828.2%
-575.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | +2.5% | -1.0% | +3.5% | +2.8% |
| 30D | -0.5% | -5.1% | +4.6% | +1.1% |
| 3M | -9.6% | -4.5% | -5.2% | -8.3% |
| 6M | +42.1% | +36.5% | +5.6% | +27.9% |
| YTD | +57.4% | +53.0% | +4.5% | +36.2% |
| 1Y | +96.2% | +24.2% | +72.0% | +80.4% |
| 3Y | +267.9% | +137.2% | +130.7% | +174.8% |
| 5Y | +327.7% | +91.8% | +235.9% | +243.5% |
| 10Y | +1,764.6% | +215.2% | +1,549.5% | +1,172.7% |
| All | +1,253.2% | +1,828.2% | -575.0% | +200.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling